Variable selection and direction estimation for single-index models via DC-TGDR method
Year of publication: |
2018
|
---|---|
Authors: | Zhong, Wei ; Liu, Xi ; Ma, Shuangge |
Publisher: |
Berlin : Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" |
Subject: | Distance covariance | Highdimensional data | Threshold gradient directed regularization | Single-index models | Variable selection |
Series: | IRTG 1792 Discussion Paper ; 2018-050 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/230761 [Handle] RePEc:zbw:irtgdp:2018050 [RePEc] |
Classification: | C00 - Mathematical and Quantitative Methods. General |
Source: |
-
Nonparametric Variable Selection and Its Application to Additive Models
Feng, Zheng-Hui, (2018)
-
Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
Fan, Qingliang, (2018)
-
Model structure selection in single-index-coefficient regression models
Huang, Zhensheng, (2014)
- More ...
-
Integrative interaction analysis using threshold gradient directed regularization
Li, Yang, (2018)
-
Yang, Jinqiu, (2016)
-
Robust Semiparametric Microarray Normalization and Significance Analysis
Ma, Shuangge, (2006)
- More ...